He also distanced himself from One Nation.

Facebook/Sky NewsCory Bernardi has appeared in his first TV interview since defecting from the Liberal Party.

After delivering a Senate speech earlier in the day where he outlined how the Coalition was "failing the people of Australia", Senator Cory Bernardi has used his first live television appearance since resigning from the Liberal Party on Tuesday to confirm his loyalty to his former Liberal colleagues and party.

Appearing on Sky News' The Bolt Report on Tuesday night, Bernardi shared the motivations behind his split from the Coalition government, as well as his hopes for his party moving forward.

"No one can say that the last election was a resounding endorsement of Labor or Liberal. In fact, what it was was a million votes in the Senate go to a desperate group of parties because people were looking for alternatives," he said.

"I want to give them one because I don't think those votes are going to come back to the Liberal Party and my values are traditional, Liberal values. I haven't changed -- what's changed is that too few in this place are prepared to advocate for them."

Bernardi confirmed that he believes a "centre-right Coalition" is still "good for government" and that his former colleagues should look at his decision to venture out on his own as an opportunity to improve their own party.

"There's nothing more frustrating for the Australian people than to see successive Australian governments, both the major parties, enacting policies and procedures that are really failing our country," he said.

"They should look at this as the potential of strengthening a Liberal government and holding it up to the principals that they all profess to espouse except when there's a bit of pain to be worn."

The South Australian senator also declared his continued support for the Liberal Party, albeit from the outside as an Independent.

"I'll be outside of the tent, I'll be making sure the stake is in the ground and I hope that stake will be tethered to the tent that is the centre-right government called the Coalition and that that will keep it in place," he said.

"I'm looking for the best possible outcome for the Australian people. I've found myself constantly battling to uphold the principals and values I believe and continue to believe from when I joined the Liberal Party."

Sky News' Andrew Bolt also quizzed Bernardi on whether Prime Minister Malcolm Turnbull had attempted to sway him back into the Liberal Party prior to his defection.

"It's easy to be critical, but it's not my intention. I don't want to buy into the personality politics any more."

When it came to the policies of Bernardi's new Australian Conservatives party, the senator said he would be sticking to his main values of making Australian families stronger, fostering free enterprise business and rebuilding civil society.

Since rumours of the split were made public, there have been comparisons made between Bernardi's new party-of-one and Pauline Hanson's One Nation, but the senator rejects the comparison.

He said he expects to butt heads with the Queensland senator on certain issues.

"We're going to part ways on issues, there's no question on this. You don't need a royal commission into Islam, we all know the basis and foundation of Islam if you dig hard enough," he said.

"In terms of migration -- we need to make sure that migration in this country is in our economic, social and cultural interests. The immigration rate is too high now."

Am I underestimating Cory Bernardi? Because last i checked he was just some fringe lunatic nutjob who happened to be on Lib senate ticket ..

While there has been a strong backlash to Bernardi's defection from some members of the Coalition, Treasurer Scott Morrison refused to play into the back-and-forth, saying the government was not distracted by the move.

Appearing on the ABC's 7.30, Morrison said the Turnbull government was still focused on addressing jobs, household budgets, power prices and childcare rather than talking too much about Cory Bernardi.

"Put aside the events of today and the personality politics that others are focusing on and, like what you heard from the Prime Minister today and the other ministers, remains a government that is focused on some very important challenges," he said.

"People are worried that the mainstream parties are not addressing those concerns. No change of personalities and politics of Cory Bernardi or anything else is going to address those problems. The Government can address those problems and that's what we will do."

Despite this, Morrison also confirmed that the Liberal Party is confident Bernardi will vote in a way that supports Coalition government policies.

"There is no indication that he has departed in anyway way, shape or form. When he signed up, he put his name on a Liberal ballot paper and said, 'Vote for me, I'm a Liberal. I'm standing on the Liberal platform'."

With day one of Parliament being a turbulent start to the 2017 political year, Bernardi's departing message to Bolt was that he plans on trying to field candidates for the Australian Conservatives in every state around the nation.

"You've got to crawl before you can walk. Right now, I'll be trying to build the movement as strongly as I can. I'm going to give it my best shot and I hope it's a success."